full-time
R&D Quantitative Solutions Engineer
Société Générale
- Employer
- Société Générale
- Location
- Casablanca, Casablanca-Settat, Morocco
- Working pattern
- on-site
About the role
Refactor, optimize, document, and test cross-asset pricing libraries and models, ensuring they meet trading, risk management, and regulatory needs. Provide day-to-day quantitative support to XVA traders, troubleshoot pricing and risk issues, and help improve credit, funding, and collateral risk tools and calculations. Requires an advanced degree in quantitative finance, mathematics, computer science, or a related field, along with strong object-oriented programming skills in C#, Python, or similar languages. Candidates should have experience developing and refactoring pricing libraries, knowledge of derivatives and XVA credit risk, and an understanding of model validation and regulatory requirements.